They say that it's necessary because of the extreme weather here. I don't believe it. Do they do the same in Finland, Norway, Sweden, Iceland, Canada, or Alaska? No.

Nope. I do know that when I lived in Fairbanks, Alaska that at -40 I had to be sure not to ever leave the garage door opened when pulling my car in or out for more than 30 seconds. Yes, even in a HEATED garage, the pipes WILL freeze in 30 seconds if the door is left open.